QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Public Member Functions | Public Attributes | Private Attributes | List of all members
ParallelEvolver< Evolver > Class Template Reference

#include <parallelevolver.hpp>

+ Collaboration diagram for ParallelEvolver< Evolver >:

Public Types

typedef traits::array_type array_type
 
typedef traits::bc_set bc_set
 

Public Member Functions

 ParallelEvolver (const operator_type &L, const bc_set &bcs)
 
void step (array_type &a, Time t)
 
void setStep (Time dt)
 

Public Attributes

QL_DEPRECATED_DISABLE_WARNING typedef ParallelEvolverTraits< typename Evolver::traits > traits
 
QL_DEPRECATED_ENABLE_WARNING typedef traits::operator_type operator_type
 

Private Attributes

std::vector< ext::shared_ptr< Evolver > > evolvers_
 

Detailed Description

template<class Evolver>
class QuantLib::ParallelEvolver< Evolver >
Deprecated:
Use the new finite-differences framework instead. Deprecated in version 1.32.

Definition at line 92 of file parallelevolver.hpp.

Member Typedef Documentation

◆ array_type

typedef traits::array_type array_type

Definition at line 99 of file parallelevolver.hpp.

◆ bc_set

typedef traits::bc_set bc_set

Definition at line 100 of file parallelevolver.hpp.

Constructor & Destructor Documentation

◆ ParallelEvolver()

ParallelEvolver ( const operator_type L,
const bc_set bcs 
)

Definition at line 102 of file parallelevolver.hpp.

Member Function Documentation

◆ step()

void step ( array_type a,
Time  t 
)

Definition at line 110 of file parallelevolver.hpp.

◆ setStep()

void setStep ( Time  dt)

Definition at line 117 of file parallelevolver.hpp.

Member Data Documentation

◆ traits

QL_DEPRECATED_DISABLE_WARNING typedef ParallelEvolverTraits<typename Evolver::traits> traits

Definition at line 96 of file parallelevolver.hpp.

◆ operator_type

QL_DEPRECATED_ENABLE_WARNING typedef traits::operator_type operator_type

Definition at line 98 of file parallelevolver.hpp.

◆ evolvers_

std::vector<ext::shared_ptr<Evolver> > evolvers_
private

Definition at line 123 of file parallelevolver.hpp.